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AMID vs. BBHM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMID vs. BBHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argent Mid Cap ETF (AMID) and BBH Select Mid Cap ETF (BBHM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMID achieves a 6.47% return, which is significantly higher than BBHM's 3.11% return.


AMID

1D
-1.06%
1M
3.01%
YTD
6.47%
6M
4.43%
1Y
9.43%
3Y*
11.94%
5Y*
10Y*

BBHM

1D
-0.85%
1M
2.63%
YTD
3.11%
6M
1.63%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMID vs. BBHM - Yearly Performance Comparison


2026 (YTD)2025
AMID
Argent Mid Cap ETF
6.47%-0.03%
BBHM
BBH Select Mid Cap ETF
3.11%0.98%

Correlation

The correlation between AMID and BBHM is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.85

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Return for Risk

AMID vs. BBHM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMID
AMID Risk / Return Rank: 1919
Overall Rank
AMID Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AMID Sortino Ratio Rank: 1818
Sortino Ratio Rank
AMID Omega Ratio Rank: 1717
Omega Ratio Rank
AMID Calmar Ratio Rank: 1818
Calmar Ratio Rank
AMID Martin Ratio Rank: 2222
Martin Ratio Rank

BBHM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMID vs. BBHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Argent Mid Cap ETF (AMID) and BBH Select Mid Cap ETF (BBHM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMIDBBHMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.77

Martin ratioReturn relative to average drawdown

2.66

AMID vs. BBHM - Sharpe Ratio Comparison


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Drawdowns

AMID vs. BBHM - Drawdown Comparison

The maximum AMID drawdown since its inception was -23.32%, which is greater than BBHM's maximum drawdown of -9.78%. Use the drawdown chart below to compare losses from any high point for AMID and BBHM.


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Drawdown Indicators


AMIDBBHMDifference

Max Drawdown

Largest peak-to-trough decline

-23.32%

-9.78%

-13.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

Max Drawdown (3Y)

Largest decline over 3 years

-23.32%

Current Drawdown

Current decline from peak

-4.40%

-4.05%

-0.35%

Average Drawdown

Average peak-to-trough decline

-6.18%

-2.97%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

Volatility

AMID vs. BBHM - Volatility Comparison


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Volatility by Period


AMIDBBHMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

18.20%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

18.20%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

18.20%

+0.93%

AMID vs. BBHM - Expense Ratio Comparison

AMID has a 0.52% expense ratio, which is lower than BBHM's 0.81% expense ratio.


Dividends

AMID vs. BBHM - Dividend Comparison

AMID's dividend yield for the trailing twelve months is around 0.34%, while BBHM has not paid dividends to shareholders.


PositionTTM2025202420232022
AMID
Argent Mid Cap ETF
0.34%0.36%0.33%0.43%0.25%
BBHM
BBH Select Mid Cap ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AMID and BBHM have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMID is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMID is cheaper with a 0.52% expense ratio, compared with 0.81% for BBHM.

AMID has the higher dividend yield at 0.34%, compared with 0.00% for BBHM.

They also come from different issuers: Argent and BBH. Their fees differ too: 0.52% for AMID and 0.81% for BBHM.

Portfolio Optimizer

Find the right allocation for AMID and BBHM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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